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Hidden Markov Model in Machine Learning

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7 views

Hidden Markov Model in Machine Learning

Uploaded by

prakash.omprakash.om1
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Hidden Markov Model in Machine learning

Last Updated : 11 Jan, 2024





A statistical model called a Hidden Markov Model (HMM) is used to describe
systems with changing unobservable states over time. It is predicated on the idea
that there is an underlying process with concealed states, each of which has a
known result. Probabilities for switching between concealed states and emitting
observable symbols are defined by the model.
Because of their superior ability to capture uncertainty and temporal dependencies,
HMMs are used in a wide range of industries, including finance, bioinformatics,
and speech recognition. HMMs are useful for modelling dynamic systems and
forecasting future states based on sequences that have been seen because of their
flexibility.
Hidden Markov Model in Machine Learning
The hidden Markov Model (HMM) is a statistical model that is used to describe
the probabilistic relationship between a sequence of observations and a sequence of
hidden states. It is often used in situations where the underlying system or process
that generates the observations is unknown or hidden, hence it has the name
“Hidden Markov Model.”
It is used to predict future observations or classify sequences, based on the
underlying hidden process that generates the data.
An HMM consists of two types of variables: hidden states and observations.
 The hidden states are the underlying variables that generate the
observed data, but they are not directly observable.
 The observations are the variables that are measured and observed.
The relationship between the hidden states and the observations is modeled using a
probability distribution. The Hidden Markov Model (HMM) is the relationship
between the hidden states and the observations using two sets of probabilities: the
transition probabilities and the emission probabilities.
 The transition probabilities describe the probability of transitioning
from one hidden state to another.
 The emission probabilities describe the probability of observing an
output given a hidden state.
Hidden Markov Model Algorithm
The Hidden Markov Model (HMM) algorithm can be implemented using the
following steps:
Step 1: Define the state space and observation space
 The state space is the set of all possible hidden states, and the
observation space is the set of all possible observations.
Step 2: Define the initial state distribution
 This is the probability distribution over the initial state.
Step 3: Define the state transition probabilities
 These are the probabilities of transitioning from one state to another.
This forms the transition matrix, which describes the probability of
moving from one state to another.
Step 4: Define the observation likelihoods:
 These are the probabilities of generating each observation from each
state. This forms the emission matrix, which describes the probability of
generating each observation from each state.
Step 5: Train the model
 The parameters of the state transition probabilities and the observation
likelihoods are estimated using the Baum-Welch algorithm, or the
forward-backward algorithm. This is done by iteratively updating the
parameters until convergence.
Step 6: Decode the most likely sequence of hidden states
 Given the observed data, the Viterbi algorithm is used to compute the
most likely sequence of hidden states. This can be used to predict future
observations, classify sequences, or detect patterns in sequential data.
Step 7: Evaluate the model
 The performance of the HMM can be evaluated using various metrics,
such as accuracy, precision, recall, or F1 score.

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